IV Skew
118.7%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 376 6 68.8% 0.68 4.3073 -0.00 0.00 0.00/0.10 0.10 0.50 0.05 0.00/0.15 0.00 -0.00 1.6518 -0.36 187.5% 2 414 1.5k 1 237.5% 0.19 0.9295 -0.00 0.00 0.00/0.05 0.03 1.00 0.48 0.40/0.55 0.00 -0.00 0.6388 -0.94 162.5% 2 85 1.6k 1 325.0% 0.15 0.5978 -0.00 0.00 0.00/0.05 0.01 1.50 1.05 0.75/1.20 0.00 -0.00 0.3087 -0.96 225.0% 4 15 10 — 381.3% 0.14 0.4782 -0.00 0.00 0.00/0.05 0.05 2.00 1.55 1.25/1.70 0.00 -0.00 0.2378 -0.96 275.0% 4 4 — — — — — — — — — 3.00 2.52 2.25/2.70 0.00 -0.00 0.1973 -0.96 350.0% 4 8 — — — — — — — — — 4.00 3.55 3.30/3.70 0.00 -0.00 0.3420 -0.87 518.8% 2 4
Greeks Profile 2026-09-18 · 19d · σ = 128.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.17 0.37 0.57 0.77 0.97 $0 $0 $1 $1 $1 spot $0.53 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).